Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47293.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45899.04 Kr¶

PnL: ---------------------------------------> -989.53 Kr¶

DD now: ---------------------------------> -2.747 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 12:34:53.971674'

Anic Portfolio¶

Today¶

Return: -1.278 %¶

This Week¶

Return: -0.504 %¶

Total¶

Return: 54.828 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
Beijer Electronics Group 26 -3.310000 3042.000000 71.000000 2.390000 2971.000006
Corem Property Group B 59 -3.050000 618.320000 41.320000 7.160000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.170000 389.000000 34.000000 9.580000 355.000000
SAAB B 8 0.190000 3408.000000 31.000000 0.920000 3377.000000
OEM International B 7 -2.620000 546.700000 18.700000 3.540000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.420000 539.400000 12.400000 2.350000 527.000000
Coor Service Management Hold. 8 -2.100000 540.000000 8.000000 1.500000 532.000000
AcadeMedia 12 -0.720000 564.960000 7.960000 1.430000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Eastnine 4 -2.200000 496.800000 5.800000 1.180000 491.000000
Securitas B 6 -0.480000 571.560000 1.560000 0.270000 570.000000
HMS Networks 2 -5.170000 674.400000 1.400000 0.210000 673.000000
Essity A 4 0.520000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Swedbank A 3 -0.630000 563.550000 -0.450000 -0.080000 564.000000
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Essity B 2 0.390000 572.400000 -1.600000 -0.280000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -5.230000 243.360000 -2.640000 -1.070000 246.000000
Handelsbanken A 5 0.090000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 0.110000 575.190000 -7.810000 -1.340000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Boozt 12 -4.870000 1639.200000 -14.800000 -0.890000 1653.999996
CTEK 13 -3.090000 517.140000 -16.860000 -3.160000 533.999999
Nordea Bank Abp 29 -0.760000 3413.300000 -40.700000 -1.180000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -3.750000 539.500000 -55.070000 -9.260000 594.565215
Sampo Oyj SDB 7 0.940000 3773.000000 -77.000000 -2.000000 3850.000000
Axfood 13 -0.430000 3612.700000 -143.300000 -3.820000 3756.000001
OX2 18 -3.890000 1467.900000 -196.100000 -11.780000 1663.999992
Fasadgruppen Group 35 -0.300000 3437.000000 -374.000000 -9.810000 3810.999990
Ovzon 52 -1.920000 2927.600000 -434.400000 -12.920000 3361.999992
TOTAL 45899.040000 -989.530000 -2.74716% 46888.564618

Updated:¶

'2023-01-19 12:35:06.616651'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶